E-mini NASDAQ-100 Future December 2016

Trading Metrics calculated at close of trading on 24-Jun-2016

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	4,416.00	4,484.75	68.75	1.6%	4,372.50
High	4,467.50	4,484.75	17.25	0.4%	4,484.75
Low	4,406.00	4,227.25	-178.75	-4.1%	4,227.25
Close	4,456.25	4,256.75	-199.50	-4.5%	4,256.75
Range	61.50	257.50	196.00	318.7%	257.50
ATR	43.98	59.23	15.25	34.7%	0.00
Volume	51	140	89	174.5%	283

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,095.50	4,933.50	4,398.50
R3	4,838.00	4,676.00	4,327.50
R2	4,580.50	4,580.50	4,304.00
R1	4,418.50	4,418.50	4,280.25	4,370.75
PP	4,323.00	4,323.00	4,323.00	4,299.00
S1	4,161.00	4,161.00	4,233.25	4,113.25
S2	4,065.50	4,065.50	4,209.50
S3	3,808.00	3,903.50	4,186.00
S4	3,550.50	3,646.00	4,115.00

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	5,095.50	4,933.50	4,398.50
R3	4,838.00	4,676.00	4,327.50
R2	4,580.50	4,580.50	4,304.00
R1	4,418.50	4,418.50	4,280.25	4,370.75
PP	4,323.00	4,323.00	4,323.00	4,299.00
S1	4,161.00	4,161.00	4,233.25	4,113.25
S2	4,065.50	4,065.50	4,209.50
S3	3,808.00	3,903.50	4,186.00
S4	3,550.50	3,646.00	4,115.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,484.75	4,227.25	257.50	6.0%	87.00	2.0%	11%	True	True	56
10	4,484.75	4,227.25	257.50	6.0%	68.25	1.6%	11%	True	True	51
20	4,521.50	4,227.25	294.25	6.9%	44.25	1.0%	10%	False	True	28
40	4,521.50	4,227.25	294.25	6.9%	33.75	0.8%	10%	False	True	14
60	4,555.00	4,227.25	327.75	7.7%	31.25	0.7%	9%	False	True	9
80	4,555.00	4,227.25	327.75	7.7%	27.00	0.6%	9%	False	True	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.53
Widest range in 83 trading days

Fibonacci Retracements and Extensions
4.250	5,579.00
2.618	5,159.00
1.618	4,901.50
1.000	4,742.25
0.618	4,644.00
HIGH	4,484.75
0.618	4,386.50
0.500	4,356.00
0.382	4,325.50
LOW	4,227.25
0.618	4,068.00
1.000	3,969.75
1.618	3,810.50
2.618	3,553.00
4.250	3,133.00

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	4,356.00	4,356.00
PP	4,323.00	4,323.00
S1	4,289.75	4,289.75

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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